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Deep neural networks (DNNs) have made significant progress, but often suffer from fairness issues, as deep models typically show distinct accuracy differences among certain subgroups (e.g., males and females). Existing research addresses this critical issue by employing fairness-aware loss functions to constrain the last-layer outputs and directly regularize DNNs. Although the fairness of DNNs is improved, it is unclear how the trained network makes a fair prediction, which limits future fairness improvements. In this paper, we investigate fairness from the perspective of decision rationale and define the parameter parity score to characterize the fair decision process of networks by analyzing neuron influence in various subgroups. Extensive empirical studies show that the unfair issue could arise from the unaligned decision rationales of subgroups. Existing fairness regularization terms fail to achieve decision rationale alignment because they only constrain last-layer outputs while ignoring intermediate neuron alignment. To address the issue, we formulate the fairness as a new task, i.e., decision rationale alignment that requires DNNs' neurons to have consistent responses on subgroups at both intermediate processes and the final prediction. To make this idea practical during optimization, we relax the naive objective function and propose gradient-guided parity alignment, which encourages gradient-weighted consistency of neurons across subgroups. Extensive experiments on a variety of datasets show that our method can significantly enhance fairness while sustaining a high level of accuracy and outperforming other approaches by a wide margin.

The primary objective of this scholarly work is to develop two estimation procedures - maximum likelihood estimator (MLE) and method of trimmed moments (MTM) - for the mean and variance of lognormal insurance payment severity data sets affected by different loss control mechanism, for example, truncation (due to deductibles), censoring (due to policy limits), and scaling (due to coinsurance proportions), in insurance and financial industries. Maximum likelihood estimating equations for both payment-per-payment and payment-per-loss data sets are derived which can be solved readily by any existing iterative numerical methods. The asymptotic distributions of those estimators are established via Fisher information matrices. Further, with a goal of balancing efficiency and robustness and to remove point masses at certain data points, we develop a dynamic MTM estimation procedures for lognormal claim severity models for the above-mentioned transformed data scenarios. The asymptotic distributional properties and the comparison with the corresponding MLEs of those MTM estimators are established along with extensive simulation studies. Purely for illustrative purpose, numerical examples for 1500 US indemnity losses are provided which illustrate the practical performance of the established results in this paper.

The challenge of decision-making under uncertainty in information security has become increasingly important, given the unpredictable probabilities and effects of events in the ever-changing cyber threat landscape. Cyber threat intelligence provides decision-makers with the necessary information and context to understand and anticipate potential threats, reducing uncertainty and improving the accuracy of risk analysis. The latter is a principal element of evidence-based decision-making, and it is essential to recognize that addressing uncertainty requires a new, threat-intelligence driven methodology and risk analysis approach. We propose a solution to this challenge by introducing a threat-intelligence based security assessment methodology and a decision-making strategy that considers both known unknowns and unknown unknowns. The proposed methodology aims to enhance the quality of decision-making by utilizing causal graphs, which offer an alternative to conventional methodologies that rely on attack trees, resulting in a reduction of uncertainty. Furthermore, we consider tactics, techniques, and procedures that are possible, probable, and plausible, improving the predictability of adversary behavior. Our proposed solution provides practical guidance for information security leaders to make informed decisions in uncertain situations. This paper offers a new perspective on addressing the challenge of decision-making under uncertainty in information security by introducing a methodology that can help decision-makers navigate the intricacies of the dynamic and continuously evolving landscape of cyber threats.

Recent studies give more attention to the anomaly detection (AD) methods that can leverage a handful of labeled anomalies along with abundant unlabeled data. These existing anomaly-informed AD methods rely on manually predefined score target(s), e.g., prior constant or margin hyperparameter(s), to realize discrimination in anomaly scores between normal and abnormal data. However, such methods would be vulnerable to the existence of anomaly contamination in the unlabeled data, and also lack adaptation to different data scenarios. In this paper, we propose to optimize the anomaly scoring function from the view of score distribution, thus better retaining the diversity and more fine-grained information of input data, especially when the unlabeled data contains anomaly noises in more practical AD scenarios. We design a novel loss function called Overlap loss that minimizes the overlap area between the score distributions of normal and abnormal samples, which no longer depends on prior anomaly score targets and thus acquires adaptability to various datasets. Overlap loss consists of Score Distribution Estimator and Overlap Area Calculation, which are introduced to overcome challenges when estimating arbitrary score distributions, and to ensure the boundness of training loss. As a general loss component, Overlap loss can be effectively integrated into multiple network architectures for constructing AD models. Extensive experimental results indicate that Overlap loss based AD models significantly outperform their state-of-the-art counterparts, and achieve better performance on different types of anomalies.

We study a dynamic allocation problem in which $T$ sequentially arriving divisible resources are to be allocated to a number of agents with linear utilities. The marginal utilities of each resource to the agents are drawn stochastically from a known joint distribution, independently and identically across time, and the central planner makes immediate and irrevocable allocation decisions. Most works on dynamic resource allocation aim to maximize the utilitarian welfare, i.e., the efficiency of the allocation, which may result in unfair concentration of resources on certain high-utility agents while leaving others' demands under-fulfilled. In this paper, aiming at balancing efficiency and fairness, we instead consider a broad collection of welfare metrics, the H\"older means, which includes the Nash social welfare and the egalitarian welfare. To this end, we first study a fluid-based policy derived from a deterministic surrogate to the underlying problem and show that for all smooth H\"older mean welfare metrics it attains an $O(1)$ regret over the time horizon length $T$ against the hindsight optimum, i.e., the optimal welfare if all utilities were known in advance of deciding on allocations. However, when evaluated under the non-smooth egalitarian welfare, the fluid-based policy attains a regret of order $\Theta(\sqrt{T})$. We then propose a new policy built thereupon, called Backward Infrequent Re-solving with Thresholding ($\mathsf{BIRT}$), which consists of re-solving the deterministic surrogate problem at most $O(\log\log T)$ times. We prove the $\mathsf{BIRT}$ policy attains an $O(1)$ regret against the hindsight optimal egalitarian welfare, independently of the time horizon length $T$. We conclude by presenting numerical experiments to corroborate our theoretical claims and to illustrate the significant performance improvement against several benchmark policies.

In this work, we explore a framework for contextual decision-making to study how the relevance and quantity of past data affects the performance of a data-driven policy. We analyze a contextual Newsvendor problem in which a decision-maker needs to trade-off between an underage and an overage cost in the face of uncertain demand. We consider a setting in which past demands observed under ``close by'' contexts come from close by distributions and analyze the performance of data-driven algorithms through a notion of context-dependent worst-case expected regret. We analyze the broad class of Weighted Empirical Risk Minimization (WERM) policies which weigh past data according to their similarity in the contextual space. This class includes classical policies such as ERM, k-Nearest Neighbors and kernel-based policies. Our main methodological contribution is to characterize exactly the worst-case regret of any WERM policy on any given configuration of contexts. To the best of our knowledge, this provides the first understanding of tight performance guarantees in any contextual decision-making problem, with past literature focusing on upper bounds via concentration inequalities. We instead take an optimization approach, and isolate a structure in the Newsvendor loss function that allows to reduce the infinite-dimensional optimization problem over worst-case distributions to a simple line search. This in turn allows us to unveil fundamental insights that were obfuscated by previous general-purpose bounds. We characterize actual guaranteed performance as a function of the contexts, as well as granular insights on the learning curve of algorithms.

We consider the problem of online allocation subject to a long-term fairness penalty. Contrary to existing works, however, we do not assume that the decision-maker observes the protected attributes -- which is often unrealistic in practice. Instead they can purchase data that help estimate them from sources of different quality; and hence reduce the fairness penalty at some cost. We model this problem as a multi-armed bandit problem where each arm corresponds to the choice of a data source, coupled with the online allocation problem. We propose an algorithm that jointly solves both problems and show that it has a regret bounded by $\mathcal{O}(\sqrt{T})$. A key difficulty is that the rewards received by selecting a source are correlated by the fairness penalty, which leads to a need for randomization (despite a stochastic setting). Our algorithm takes into account contextual information available before the source selection, and can adapt to many different fairness notions. We also show that in some instances, the estimates used can be learned on the fly.

With the advances of data-driven machine learning research, a wide variety of prediction problems have been tackled. It has become critical to explore how machine learning and specifically deep learning methods can be exploited to analyse healthcare data. A major limitation of existing methods has been the focus on grid-like data; however, the structure of physiological recordings are often irregular and unordered which makes it difficult to conceptualise them as a matrix. As such, graph neural networks have attracted significant attention by exploiting implicit information that resides in a biological system, with interactive nodes connected by edges whose weights can be either temporal associations or anatomical junctions. In this survey, we thoroughly review the different types of graph architectures and their applications in healthcare. We provide an overview of these methods in a systematic manner, organized by their domain of application including functional connectivity, anatomical structure and electrical-based analysis. We also outline the limitations of existing techniques and discuss potential directions for future research.

Machine learning is completely changing the trends in the fashion industry. From big to small every brand is using machine learning techniques in order to improve their revenue, increase customers and stay ahead of the trend. People are into fashion and they want to know what looks best and how they can improve their style and elevate their personality. Using Deep learning technology and infusing it with Computer Vision techniques one can do so by utilizing Brain-inspired Deep Networks, and engaging into Neuroaesthetics, working with GANs and Training them, playing around with Unstructured Data,and infusing the transformer architecture are just some highlights which can be touched with the Fashion domain. Its all about designing a system that can tell us information regarding the fashion aspect that can come in handy with the ever growing demand. Personalization is a big factor that impacts the spending choices of customers.The survey also shows remarkable approaches that encroach the subject of achieving that by divulging deep into how visual data can be interpreted and leveraged into different models and approaches. Aesthetics play a vital role in clothing recommendation as users' decision depends largely on whether the clothing is in line with their aesthetics, however the conventional image features cannot portray this directly. For that the survey also highlights remarkable models like tensor factorization model, conditional random field model among others to cater the need to acknowledge aesthetics as an important factor in Apparel recommendation.These AI inspired deep models can pinpoint exactly which certain style resonates best with their customers and they can have an understanding of how the new designs will set in with the community. With AI and machine learning your businesses can stay ahead of the fashion trends.

With the explosion of online news, personalized news recommendation becomes increasingly important for online news platforms to help their users find interesting information. Existing news recommendation methods achieve personalization by building accurate news representations from news content and user representations from their direct interactions with news (e.g., click), while ignoring the high-order relatedness between users and news. Here we propose a news recommendation method which can enhance the representation learning of users and news by modeling their relatedness in a graph setting. In our method, users and news are both viewed as nodes in a bipartite graph constructed from historical user click behaviors. For news representations, a transformer architecture is first exploited to build news semantic representations. Then we combine it with the information from neighbor news in the graph via a graph attention network. For user representations, we not only represent users from their historically clicked news, but also attentively incorporate the representations of their neighbor users in the graph. Improved performances on a large-scale real-world dataset validate the effectiveness of our proposed method.